- White noise
White noise is a random signal (or process) with a flat
power spectral density. In other words, the signal contains equal power within a fixed bandwidth at any center frequency. White noise draws its name from white light in which the power spectral density of the light is distributed over the visible band in such a way that the eye's three color receptors (cones) are rather equally stimulated.
An infinite-bandwidth, white noise signal is purely a theoretical construction. By having power at all frequencies, the total power of such a signal is infinite and therefore impossible to generate. In practice, however, a signal can be "white" with a flat spectrum over a defined frequency band.
White noise in a spatial context
While it is usually applied in the context of frequency domain signals, the term white noise is also commonly applied to a noise signal in the spatial domain. In this case, it has an
autocorrelationwhich can be represented by a delta functionover the relevant space dimensions. The signal is then "white" in the spatial frequencydomain (this is equally true for signals in the angular frequency domain, e.g., the distribution of a signal across all angles in the night sky).
The image to the right displays a finite length, discrete time realization of a white noise process generated from a computer.
Being uncorrelated in time does not restrict the values a signal can take. Any distribution of values is possible (although it must have zero
DC component). For example, on Linuxwhite noise can be generated with the command nowrap|
cat /dev/urandom > /dev/dsp, feeding the kernel random number generator (uniformly distributed integers between 0 and 255) into the digital signal processor. Even a binary signal which can only take on the values 1 or 0 will be white if the sequence of zeros and ones is statistically uncorrelated. Noise having a continuous distribution, such as a
normal distribution, can of course be white.
It is often incorrectly assumed that
Gaussian noise(i.e., noise with a Gaussian amplitude distribution — see normal distribution) is necessarily white noise, yet neither property implies the other. Gaussianity refers to the probability distribution with respect to the value i.e. the probability that the signal has a certain given value, while the term 'white' refers to the way the signal power is distributed over time or among frequencies.
We can therefore find Gaussian white noise, but also Poisson, Cauchy, etc. white noises. Thus, the two words "Gaussian" and "white" are often both specified in mathematical models of systems. Gaussian white noise is a good approximation of many real-world situations and generates mathematically tractable models. These models are used so frequently that the term
additive white Gaussian noisehas a standard abbreviation: AWGN. Gaussian white noise has the useful statistical property that its values are independent (see Statistical independence).
White noise is the generalized mean-square derivative of the
Wiener processor Brownian motion.
It is used by some emergency vehicle sirens due to its ability to cut through background noise, which makes it easier to locate.
White noise is commonly used in the production of
electronic music, usually either directly or as an input for a filter to create other types of noise signal. It is used extensively in audio synthesis, typically to recreate percussive instruments such as cymbals which have high noise content in their frequency domain.
It is also used to generate
impulse responses. To set up the EQ for a concert or other performance in a venue, a short burst of white or pink noise is sent through the PA system and monitored from various points in the venue so that the engineer can tell if the acoustics of the building naturally boost or cut any frequencies. The engineer can then adjust the overall EQ to ensure a balanced mix.
description=10 second sample of white sound.
White noise can be used for frequency response testing of amplifiers and electronic filters.It is sometimes used with a flat response microphone and an automatic equalizer. The idea is that the system will generate white noise and the microphone will pick up the white noise produced by the speakers. It will then automatically equalize each frequency band to get a flat response.That system is used in professional level equipment, some high-end home stereo and some high-end car radios.
White noise is used as the basis of some random number generators.
White noise can be used to disorient individuals prior to
interrogationand may be used as part of sensory deprivationtechniques.Fact|date=March 2007 White noise machines are sold as privacy enhancers and sleep aids and to mask tinnitus. White noise CDs, when used with headphones, can aid concentration by blocking out irritating or distracting noises in a person's environment. In open plan offices, large corporations such as ExxonMobil apply white noise to reduce the reach of speech, thus, by preventing office staff from being distracted by conversations in the background, safeguarding productivity.
White random vector
A random vector is a white random vector if and only if its
mean vectorand autocorrelationmatrix are the following:::
That is, it is a zero mean random vector, and its autocorrelation matrix is a multiple of the
identity matrix. When the autocorrelation matrix is a multiple of the identity, we say that it has spherical correlation.
White random process (white noise)
A continuous time random process where is a white noise process if and only if its mean function and autocorrelation function satisfy the following:::.
i.e. it is a zero mean process for all time and has infinite power at zero time shift since its autocorrelation function is the
Dirac delta function.
The above autocorrelation function implies the following power spectral density.:
Fourier transformof the delta functionand likewise is equal to 1. Since this power spectral densityis the same at all frequencies, we call it "white" as an analogy to the frequency spectrumof white light.
Random vector transformations
Two theoretical applications using a white random vector are the "simulation" and "whitening" of another arbitrary random vector. To "simulate" an arbitrary random vector, we transform a white random vector with a carefully chosen matrix. We choose the transformation matrix so that the mean and
covariance matrixof the transformed white random vector matches the mean and covariance matrixof the arbitrary random vector that we are simulating. To "whiten" an arbitrary random vector, we transform it by a different carefully chosen matrix so that the output random vector is a white random vector.
These two ideas are crucial in applications such as
channel estimationand channel equalizationin communications and audio. These concepts are also used in data compression.
Simulating a random vector
Suppose that a random vector has
covariance matrix. Since this matrix is Hermitian symmetric and positive semidefinite, by the spectral theoremfrom linear algebra, we can diagonalize or factor the matrix in the following way.:
where is the
orthogonal matrixof eigenvectors and is the diagonal matrixof eigenvalues.
We can simulate the 1st and 2nd moment properties of this
random vectorwith meanand covariance matrix via the following transformation of a white vector ::
Thus, the output of this transformation has expectation:
and covariance matrix:
Whitening a random vector
The method for whitening a vector with
meanand covariance matrixis to perform the following calculation::
Thus, the output of this transformation has expectation:
and covariance matrix:::
By diagonalizing , we get the following::
Thus, with the above transformation, we can whiten the random vector to have zero mean and the identity covariance matrix.
Random signal transformations
We cannot extend the same two concepts of simulating and whitening to the case of continuous time random signals or processes. For simulating, we create a filter into which we feed a white noise signal. We choose the filter so that the output signal simulates the 1st and 2nd moments of any arbitrary random process. For whitening, we feed any arbitrary random signal into a specially chosen filter so that the output of the filter is a white noise signal.
Simulating a continuous-time random signal
We can simulate any wide-sense
stationary, continuous-time random processwith constant meanand covariancefunction
power spectral density:
We can simulate this signal using
if and only if satisfies the
minimum phaseso that its poles and zeros lie inside the left half s-plane, we can then simulate with as the transfer function of the filter.
We can simulate by constructing the following
Thus, the resultant signal has the same 2nd moment properties as the desired signal .
Whitening a continuous-time random signal
We can whiten this signal using
frequency domaintechniques. We factor the power spectral density as described above.
minimum phaseso that its poles and zeros lie inside the left half s-plane, we can then whiten with the following inverse filter:
The final form of the whitening procedure is as follows::
so that is a white noise
random processwith zero meanand constant, unit power spectral density
Note that this
power spectral densitycorresponds to a delta functionfor the covariancefunction of .:
Colors of noise
Independent component analysis
Principal components analysis
White noise machine
* [http://www.elec.qmul.ac.uk/staffinfo/markp/2003/OjaPlumbley03-ica2003.pdf A mathematical application of noise whitening of pictures - pdf]
* [http://whitenoisemp3s.com/?p=22 White noise in wave(.wav) format (1 minute)]
* [http://www.sengpielaudio.com/calculator-noise.htm White noise calculator, thermal noise - Voltage in microvolts, conversion to noise level in dBu and dBV and vice versa]
* [http://socrates.berkeley.edu/~phylabs/bsc/Supplementary/NoiseGenerator.html Noise generator - A generator to explore different types of noise]
* [http://www.audiocheck.net A free collection of online test tones (white noise and more)]
* [http://simplynoise.com A free online white, pink and brown/red noise generator, uses Flash]
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Look at other dictionaries:
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white noise — n a heterogeneous mixture of sound waves extending over a wide frequency range that has been used to mask out unwanted noise interfering with sleep called also white sound … Medical dictionary
white noise — n [U] noise coming from a radio or television which is turned on but not ↑tuned to any programme … Dictionary of contemporary English
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white noise — n. [by analogy with WHITE LIGHT] a sound containing a blend of all the audible frequencies distributed equally over the range of the frequency band … English World dictionary
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